What does this table measure for the United States?

It measures the implied volatility and extreme price move probabilities derived from options markets in the United States, showing future asset price distributions priced by market participants.

How frequently is this data published and how far back does it go?

The data is published daily by the Federal Reserve Bank of Minneapolis and historical series begin in 2007.

What specific metrics and breakdowns are included?

The table includes implied standard deviations, percentile scenarios such as the 10th, 50th, and 90th percentiles, and probabilities of specified percentage increases or decreases across multiple markets.

How should these implied volatility figures be interpreted?

They reflect market participants' forward-looking expectations and uncertainty regarding future asset price changes, where wider outer percentiles indicate greater perceived risk.

US Options-Implied Volatility Measures

Name: US Options-Implied Volatility Measures
Creator: Minneapolis FED (Market-based Probability Densities)
License: https://creativecommons.org/licenses/by/4.0/

US options-implied volatility and extreme price move probabilities from the Minneapolis Fed.

Source: Minneapolis FED (Market-based Probability Densities)Last updated: Sep 21, 2026, 15:24Curated by Bui Thanh PhucAbout this data ↓

	Indicator	26-08-2026	19-08-2026	12-08-2026	05-08-2026	29-07-2026	22-07-2026	15-07-2026	08-07-2026	01-07-2026	24-06-2026	17-06-2026	10-06-2026	03-06-2026	27-05-2026	20-05-2026	13-05-2026	06-05-2026	29-04-2026	22-04-2026	15-04-2026	08-04-2026	01-04-2026	25-03-2026	18-03-2026	11-03-2026	04-03-2026	25-02-2026	18-02-2026	11-02-2026	04-02-2026	28-01-2026
	Implied Volatility Range5
	EQUITIES AND REAL ESTATE3
	TREASURIES2
	EXCHANGE RATES3
	PRECIOUS METALS2
	AGRICULTURE3
	Extreme Move Probability5
	EQUITIES AND REAL ESTATE2
	TREASURY BONDS2
	EXCHANGE RATE3
	PRECIOUS METALS2
	AGRICULTURAL COMMODITIES3

Latest reading

Implied standard deviation stood at 18.06% in Aug 26, 2026. That is −0.3 pp from Aug 19, 2026 and +1.4 pp from a year earlier. The series on this page is weekly and runs from Jan 12, 2007 to Aug 26, 2026. Source: Minneapolis FED (Market-based Probability Densities).

Latest: 18.06%; Aug 26, 2026
vs previous period: −0.3 pp; Aug 19, 2026
vs a year earlier: +1.4 pp

Look up any date

Pick a date between Jan 12, 2007 and Aug 26, 2026 to see every series in this table on that day. If there is no reading that day (weekend, holiday, or a weekly release), the last reading before it is shown.

About this data

US options-implied volatility and extreme price move probabilities from the Minneapolis Fed. This daily table provides implied volatility ranges, percentiles, and downside or upside probabilities for asset prices since 2007. The series reflect market expectations and probability distributions priced on the Chicago Mercantile Exchange.

Frequently asked questions

What does this table measure for the United States?: It measures the implied volatility and extreme price move probabilities derived from options markets in the United States, showing future asset price distributions priced by market participants.
How frequently is this data published and how far back does it go?: The data is published daily by the Federal Reserve Bank of Minneapolis and historical series begin in 2007.
What specific metrics and breakdowns are included?: The table includes implied standard deviations, percentile scenarios such as the 10th, 50th, and 90th percentiles, and probabilities of specified percentage increases or decreases across multiple markets.
How should these implied volatility figures be interpreted?: They reflect market participants' forward-looking expectations and uncertainty regarding future asset price changes, where wider outer percentiles indicate greater perceived risk.